Inspection Paradox. Consider the length L(t) = ξN(t)+1 of the renewal interval at any time t (this is what an inspector of the process would see at time t). Prove the paradoxical result that L(t) is...

Inspection Paradox. Consider the length L(t) = ξN(t)+1 of the renewal interval at any time t (this is what an inspector of the process would see at time t). Prove the paradoxical result that L(t) is stochastically larger than the length ξ1 of a typical renewal interval; that is